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Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Sampling the parameters of high-dimensional Continuous Time Markov Chains (CTMC) is a challenging problem with important applications in many fields of applied statistics. In this work a recently proposed type of non-reversible…

We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the…

Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the appealing feature of being amenable to parallel computing. At each iteration, it samples several candidates for the next state of the Markov chain and…

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Adaptive experimentation is increasingly used in educational platforms to personalize learning through dynamic content and feedback. However, standard adaptive strategies such as Thompson Sampling often underperform in real-world…

This article studies the recovery of graphons when they are convolution kernels on compact (symmetric) metric spaces. This case is of particular interest since it covers the situation where the probability of an edge depends only on some…

Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous probability distributions. In many cases, the underlying Hamiltonian dynamics exhibit a phenomenon of resonance which decreases the efficiency of the algorithm and makes…

A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…

Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…

In this work we present a non-reversible, tuning- and rejection-free Markov chain Monte Carlo which naturally fits in the framework of hit-and-run. The sampler only requires access to the gradient of the log-density function, hence the…

Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using…

Practitioners of Markov chain Monte Carlo (MCMC) may hesitate to use random walk Metropolis-Hastings algorithms, especially variable-at-a-time algorithms with many parameters, because these algorithms require users to select values of…

We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization. On extensive synthetic benchmarks, the interior-point method…

Markov Chain Monte Carlo (MCMC) methods often take many iterations to converge for highly correlated or high-dimensional target density functions. Methods such as Hamiltonian Monte Carlo (HMC) or No-U-Turn Sampling (NUTS) use the…

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…